When perfecting the Joker's laugh, Jared Leto publicly tried different laughs in New York City and Toronto to see which ones made people the most uncomfortable. He also chose not to re-watch the performance given by Heath Ledger in The Dark Knight because he felt he needed to form his own version of the character. He did not want to copy or lift material from any previous film version. Instead, he focused more on the comic book versions of the iconic villain.

To prepare for his role as Deadshot, Will Smith shaved his head and spent time training with Navy SEALS and Army Rangers, practicing firing a Glock 9mm handgun and an AR-15 rifle. The actor turned out to be a quick learner, particularly with long distance shots using the AR-15.

Margot Robbie revealed at San Diego Comic-Con International 2016 that although the cast members of the squad had extensive rehearsals together, she and Jared Leto did not rehearse prior to filming their scenes. She and director David Ayer felt it added to the unpredictability and madness of Harley Quinn and The Joker.

Jai Courtney is reported as saying, "I'll never be in a comic-book movie." He changed his mind after finding out David Ayer was to direct/produce this film.

Ryan Gosling was sought out first for the role of The Joker. He reportedly turned down the role because he did not want to sign on for a multi-picture deal that the studio was requiring. Sharlto Copley and Matt Smith were also considered for the role.

Cara Delevingne auditioned for the role of Enchantress by reading for Martha from Edward Albee's play "Who's Afraid Of Virginia Woolf?" She was asked to read the part in several different ways, in order to reflect June Moone's split personality. By the end of the audition, she was ready to beat people up: "David Ayer sparked a fury in me, you got to come get me out of jail because I was so furious!" David Ayer cast Cara Delevingne before there was an actual script. He asked her to prepare for her role as Enchantress by stripping naked in the woods, preferably underneath a full moon, and walking in the mud at night. She reportedly did so, on the secluded compound of her sister's mansion, for some much-needed privacy.

David Ayer considered giving Shia LaBeouf a part in the film, however Warner Bros. allegedly vetoed this decision, due to his reputation. He also heavily considered casting [?] Freddy Rodriguez as Chato Santana/El Diablo before finalizing on Jay Hernandez.

The Joker kidnaps the professor in charge of the nanite bombs inserted in the necks of the squad and he persuades him to disarm Harley's device. He uses this tactic so Harley can escape the clutches of Rick Flag and Amanda Waller to reunite with him. However, her device appears to be re-activated when the squad eventually rescues Amanda Waller.